+20.3%
RL vs CRL
+111.4%
-91.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.7% | +1.1% | +5.0% |
| 7D | +0.2% | +4.4% | -4.1% | -0.7% |
| 30D | +7.3% | +17.1% | -9.7% | +3.8% |
| 3M | +1.0% | +32.1% | -31.1% | -4.8% |
| 6M | +11.8% | +98.9% | -87.2% | -4.1% |
| YTD | +13.6% | +77.1% | -63.5% | +0.4% |
| All | +20.3% | +111.4% | -91.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling